Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2021 0.00%
November 30, 2021 0.00%
October 31, 2021 0.00%
September 30, 2021 0.00%
August 31, 2021 0.00%
July 31, 2021 0.00%
June 30, 2021 0.00%
May 31, 2021 0.00%
April 30, 2021 0.00%
March 31, 2021 0.00%
February 28, 2021 0.00%
January 31, 2021 0.00%
December 31, 2020 0.00%
November 30, 2020 0.00%
October 31, 2020 0.00%
September 30, 2020 0.00%
August 31, 2020 0.00%
July 31, 2020 0.00%
June 30, 2020 0.00%
May 31, 2020 0.00%
April 30, 2020 0.00%
March 31, 2020 0.00%
February 29, 2020 0.00%
January 31, 2020 0.00%
December 31, 2019 0.00%
Date Value
November 30, 2019 0.01%
October 31, 2019 0.01%
September 30, 2019 0.01%
August 31, 2019 0.01%
July 31, 2019 0.01%
June 30, 2019 0.01%
May 31, 2019 0.01%
April 30, 2019 0.01%
March 31, 2019 0.01%
February 28, 2019 0.01%
January 31, 2019 1.05%
December 31, 2018 1.05%
November 30, 2018 1.05%
October 31, 2018 1.05%
September 30, 2018 1.05%
August 31, 2018 1.05%
July 31, 2018 1.05%
June 30, 2018 1.05%
May 31, 2018 1.05%
April 30, 2018 1.06%
March 31, 2018 1.06%
February 28, 2018 1.06%
January 31, 2018 1.06%
December 31, 2017 1.06%
November 30, 2017 1.06%

Max Drawdown Definition

Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio (before a new peak is achieved).

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Max Drawdown (5Y) Range, Past 5 Years

0.00%
Minimum
Apr 2021
4.42%
Maximum
Jan 2017
1.00%
Average
0.01%
Median